+17.9%
RSP vs TSEM
+53.4%
-35.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.8% |
| 7D | +1.8% | +20.5% | -18.7% | +1.1% |
| 30D | +3.5% | -29.0% | +32.4% | +4.4% |
| 3M | +0.2% | -39.4% | +39.6% | +1.5% |
| 6M | +9.1% | -28.5% | +37.6% | +9.0% |
| YTD | +16.6% | +34.4% | -17.8% | +11.0% |
| 1Y | +17.9% | +48.3% | -30.4% | +10.5% |
| All | +17.9% | +53.4% | -35.5% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling